Index Factsheet

MSCI ACWI IMI Sustainable Water Transition
Extended Capped Index (USD)The MSCI ACWI IMI Sustainable Water Transition Extended Capped Index aims to represent the performance of a set of companies fromMSCI ACWI IMI that are associated with key aspects of addressing water scarcity through their products or services, and/or through their
management of related issues, all assessed within the context of potential contribution towards a circular economy. The parent index
MSCI ACWI IMI Index, includes large, mid and small-cap securities across 23 Developed Markets (DM) and 24 Emerging Markets (EM)countries*. The MSCI ACWI IMI Sustainable Water Transition Extended Capped Index also applies two sets of exclusions criteria to screencompanies with business activities that are not considered aligned with the overall objective of addressing water scarcity or promoting
circularity. Additionally, the Index utilizes a combination of weighting strategies at both security and component levels, as well as applies
issuer capping and the MSCI 25/50 methodology.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (USD)(NOV 2016 – SEP 2024)

ANNUAL PERFORMANCE (%)
MSCI ACWI IMISustainableWater Transition
Extended Capped

Year
MSCI ACWI IMI Sustainable Water Transition Extended Capped
MSCI ACWI IMI
241.31
231.12
200

2023
2022
2021
2020
2019
2018
2017

MSCI ACWI IMI

15.46-17.34
22.64
17.84
33.65
-9.19
27.21

21.58
-18.40
18.22
16.25
26.35
-10.08
23.95

100

50
Nov 16

Jul 17

Mar 18

Nov 18Jul 19Mar 20

Oct 20Jun 21

Feb 22

Oct 22Jun 23

Jan 24

Sep 24INDEX PERFORMANCE — NET RETURNS (%) (SEP 30, 2024)

FUNDAMENTALS (SEP 30, 2024)
ANNUALIZED1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr NovSince30, 2016MSCI ACWI IMI Sustainable
Water Transition Extended
Capped

2.09

5.33

28.28

12.75

5.28

11.18

na

11.89

MSCI ACWI IMI

2.30

6.84

30.96

17.83

7.44

11.87

na

11.28

Div Yld (%)

P/EP/E Fwd

P/BV

1.88

24.59

19.71

2.70

1.87

21.94

17.74

2.93

INDEX RISK AND RETURN CHARACTERISTICS (NOV 30, 2016 – SEP 30, 2024)
ANNUALIZED STD DEV (%) 2Beta

MSCI ACWI IMI Sustainable
Water Transition Extended
Capped0.96

5.10

MSCI ACWI IMI

1.000.00

1

Last 12 months

SHARPE RATIO 2 , 3

MAXIMUM DRAWDOWN

3 Yr

5 Yr

10 Yr

3 Yr

5 Yr

10 Yr

Since
Nov 30,2016

45.61

17.57

18.21

na

0.18

0.55

na0.6634.12

2020-02-19—2020-03-23

2.23

16.70

17.69

na

0.31

0.59

na

0.63

34.52

2020-02-12—2020-03-23

Tracking TurnoverError (%) (%) 12

Based on monthly net returns data

3(%)

Period YYYY-MM-DD

Based on NY FED Overnight SOFR from Sep 1 2021 & on ICE LIBOR 1M prior that date

MSCI ACWI IMI Sustainable Water Transition Extended Capped Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

MSCI ACWI IMI Sustainable Water Transition Extended Capped Index(USD)
INDEX CHARACTERISTICS

Number ofConstituents

MSCI ACWI IMISustainable
Water Transition
Extended Capped

TOP 10 CONSTITUENTSMSCI ACWI IMI558,799

Weight (%)

LargestSmallest
Average
Median

7.45
0.03
1.82
0.84

3.86
0.00
0.01
0.00

TAIWAN SEMICONDUCTOR MFG
HILTON WORLDWIDE HLDGSGEBERITMARRIOTT INTERNATIONAL A
TEXAS INSTRUMENTS
HOYA CORPXYLEM
INTEL CORP
VEOLIA ENVIRONNEMENTSABESP ON
Total

SECTOR WEIGHTSCountryIndex
Wt. (%)TW
USCH
USUSJP
US
USFR
BR

7.45
6.78
6.44
6.29
6.28
6.02
5.93
4.60
4.47
3.61
57.88

ParentIndex
Wt. (%)

0.85
0.07
0.02
0.07
0.21
0.06
0.04
0.11
0.03
0.01
1.46

SectorInfo Tech
Cons Discr
Industrials
Cons Discr
Info Tech
Health Care
Industrials
Info Tech
Utilities
Utilities

COUNTRY WEIGHTS

14.84%

12.55%

6.44%

11.54%

8.66%

4.98%
20.18%

10.61%

6.02%
0.07%
21.57%

33.41%

Industrials 33.41%
Utilities 12.55%

Information Technology 21.57%
Materials 11.54%

49.13%

Consumer Discretionary 14.84%

Health Care 6.02%

Real Estate 0.07%

United States 49.13%
Brazil 4.98%

Japan 10.61%

Taiwan 8.66%

Switzerland 6.44%

Other 20.18%* DM countries include: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway,Portugal, Singapore, Spain, Sweden, Switzerland, the UK and the US. EM countries include: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia,Korea, Kuwait, Malaysia, Mexico, Peru, Philippines, Poland, Qatar, Saudi Arabia, South Africa, Taiwan, Thailand, Turkey and United Arab Emirates.
The MSCI ACWI IMI Sustainable Water Transition Extended Capped Index was launched on Mar 31, 2022. Data prior to the launch date is back-tested test (i.e. calculations of
how the index might have performed over that time period had the index existed). There are frequently material differences between back-tested performance and actual results.
Past performance -- whether actual or back-tested -- is no indication or guarantee of future performance.

MSCI ACWI IMI Sustainable Water Transition Extended Capped Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

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